Pages that link to "Item:Q951188"
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The following pages link to On solutions of a class of infinite horizon FBSDEs (Q951188):
Displaying 18 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- Sufficient stochastic maximum principle for discounted control problem (Q486238) (← links)
- Forward-backward SDEs with random terminal time and applications to pricing special European-type options for a large investor (Q653653) (← links)
- On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients (Q866594) (← links)
- Some properties of finite-time stable stochastic nonlinear systems (Q1636893) (← links)
- Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information (Q1663007) (← links)
- Solvability of infinite horizon McKean-Vlasov FBSDEs in mean field control problems and games (Q2096961) (← links)
- A note on FBSDE characterization of mean exit times (Q2272016) (← links)
- Infinite horizon optimal control of forward-backward stochastic differential equations with delay (Q2349594) (← links)
- Maximum principles for jump diffusion processes with infinite horizon (Q2356691) (← links)
- BSDE on an infinite horizon and elliptic PDEs in infinite dimension (Q2474201) (← links)
- Solution to the forward and backward stochastic difference equations with asymmetric information and application (Q2660811) (← links)
- Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes (Q2977584) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- Infinite horizon backward stochastic Volterra integral equations and discounted control problems (Q5016158) (← links)
- Future Expectations Modeling, Random Coefficient Forward–Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions (Q5119840) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
